Path decompositions of perturbed reflecting Brownian motions

DOI10.1007/978-3-030-83309-1_2MaRDI QIDQ2080139zbMATH OpenOpenAlexFDO

Authors Zhan Shi, Elie Aïdékon, Yueyun Hu

Publication date 7 October 2022

Full work available at URL https://arxiv.org/abs/2005.09880

zbMATH Keywords

Brownian loop souppath decompositionperturbed reflecting Brownian motionPoisson-Dirichlet distribution

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

Abstract: We are interested in path decompositions of a perturbed reflecting Brownian motion (PRBM) at the hitting times and at the minimum. Our study relies on the loop soups developed by Lawler and Werner [10] and Le Jan [13]-[14], in particular on a result discovered by Lupu [15] identifying the law of the excursions of the PRBM above its past minimum with the loop measure of Brownian bridges.

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Cited in

(2)

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